Top-quintile 6-month momentum
Active · now 97.10884353741497% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
7 historical occurrences (since 2022-12-09)
Average forward return after Top-quintile 6-month momentum。20-day: Win 28.6%, Sample 7, Median -8.1%, Excess -0.25%, Beat mkt rate 28.6%;60-day: Win 66.7%, Sample 6, Median +6.21%, Excess +11.39%, Beat mkt rate 66.7%;120-day: Win 83.3%, Sample 6, Median +24.56%, Excess +20.31%, Beat mkt rate 83.3%
Stock avg forward return Market (same period)
120 days after: historical avg +30.83%
20-day
60-day
120-day
Win
28.6%
66.7%
83.3%
Sample
7
6
6
Median
-8.1%
+6.21%
+24.56%
Excess
-0.25%
+11.39%
+20.31%
Beat mkt rate
28.6%
66.7%
83.3%
Over 6 occurrences, 120-day forward avg gained 30.83%, beat the market by 20.31 pts; win rate 83.3%.